We are using Yahoo Egads for our Anomaly Detection system on time series data. If has good forecasting and Anomaly Detection modules.
https://github.com/yahoo/egads On Thu, Sep 20, 2018 at 5:22 AM Aakash Basu <aakash.spark....@gmail.com> wrote: > Hey, > > Even though I'm more of a Data Engineer than Data Scientist, but still, I > work closely with the DS guys extensively on Spark ML, it is something > which they're still working on following the scikit-learn trend, but, I > never saw Spark handling Time-Series problems. Talking about both > Scala-Spark and PySpark. > > So, in short, I think it is yet to be added in the future releases of > Spark, that too, Scala-Spark will get the first release and then they'll > come to other language APIs in future minor releases as per need, usage and > importance. > > Best, > AB. > > On Thu 20 Sep, 2018, 4:43 AM ayan guha, <guha.a...@gmail.com> wrote: > >> Hi >> >> I work mostly in data engineering and trying to promote use of sparkR >> within the company I recently joined. Some of the users are working around >> forecasting a bunch of things and want to use SparklyR as they found time >> series implementation is better than SparkR. >> >> Does anyone have a point of view regarding this? Is SparklyR is better >> than SparkR in certain use cases? >> >> On Thu, Sep 20, 2018 at 4:07 AM, Mina Aslani <aslanim...@gmail.com> >> wrote: >> >>> Hi, >>> >>> Thank you for your quick response, really appreciate it. >>> >>> I just started learning TimeSeries forecasting, and I may try different >>> methods and observe their predictions/forecasting.However, my >>> understanding is that below methods are needed: >>> >>> - Smoothing >>> - Decomposing(e.g. remove/separate trend/seasonality) >>> - AR Model/MA Model/Combined Model (e.g. ARMA, ARIMA) >>> - ACF (Autocorrelation Function)/PACF (Partial Autocorrelation Function) >>> - Recurrent Neural Network (LSTM: Long Short Term Memory) >>> >>> Kindest regards, >>> Mina >>> >>> >>> >>> On Wed, Sep 19, 2018 at 12:55 PM Jörn Franke <jornfra...@gmail.com> >>> wrote: >>> >>>> What functionality do you need ? Ie which methods? >>>> >>>> > On 19. Sep 2018, at 18:01, Mina Aslani <aslanim...@gmail.com> wrote: >>>> > >>>> > Hi, >>>> > I have a question for you. Do we have any Time-Series Forecasting >>>> library in Spark? >>>> > >>>> > Best regards, >>>> > Mina >>>> >>> >> >> >> -- >> Best Regards, >> Ayan Guha >> > -- Regards, Akash Mishra. "It's not our abilities that make us, but our decisions."--Albus Dumbledore
